Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/08/2024 | 2,87% | 0,33 CHF | 0,34 CHF | 160 000 | 50 000 | 151 076 | 49 810 | 51 882 CHF | 17 625 CHF | 92,54% | 92,54% |
14/08/2024 | 2,76% | 0,35 CHF | 0,36 CHF | 150 000 | 50 000 | 142 898 | 49 267 | 51 121 CHF | 18 124 CHF | 98,48% | 98,48% |
13/08/2024 | 2,59% | 0,38 CHF | 0,39 CHF | 140 000 | 50 000 | 136 438 | 50 000 | 52 048 CHF | 19 588 CHF | 96,93% | 96,93% |
12/08/2024 | 2,61% | 0,37 CHF | 0,38 CHF | 140 000 | 50 000 | 138 586 | 50 000 | 52 385 CHF | 19 406 CHF | 100,00% | 100,00% |
09/08/2024 | 2,60% | 0,38 CHF | 0,39 CHF | 140 000 | 50 000 | 136 340 | 50 000 | 51 688 CHF | 19 470 CHF | 100,00% | 100,00% |
08/08/2024 | 2,62% | 0,37 CHF | 0,38 CHF | 140 000 | 50 000 | 138 968 | 50 000 | 52 257 CHF | 19 308 CHF | 97,96% | 97,96% |
07/08/2024 | 3,74% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 30 826 | 26 239 | 12 276 CHF | 11 034 CHF | 71,53% | 71,53% |
06/08/2024 | 2,86% | 0,39 CHF | 0,40 CHF | 130 000 | 50 000 | 132 775 | 39 893 | 51 601 CHF | 16 041 CHF | 94,99% | 94,99% |
02/08/2024 | 5,04% | 0,39 CHF | 0,41 CHF | 130 000 | 10 000 | 133 590 | 10 000 | 51 711 CHF | 4 074 CHF | 94,07% | 94,07% |
31/07/2024 | 3,04% | 0,32 CHF | 0,33 CHF | 160 000 | 50 000 | 160 000 | 46 621 | 51 846 CHF | 15 553 CHF | 23,06% | 23,06% |